The book "Gorilla and the Bird" starts out with the main character thinking he's on a tv show. He wanders around NY city thinking he's the main character. Then later, he gets taken to the hospital when he ends up in just his underwear in a subway station. He still believes he is part of a tv show and that all the famous people in his show are actually real. It's a true story by Zach McDermott. Your post reminded me of this book.